+247.2%
AMAT vs STRL
+2,010.6%
-1,763.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.8% | -1.4% | +2.1% |
| 7D | -1.5% | +3.4% | -4.9% | -2.7% |
| 30D | -14.8% | -9.2% | -5.6% | -11.8% |
| 3M | -9.3% | -51.0% | +41.8% | +17.0% |
| 6M | +27.4% | +15.8% | +11.6% | +14.8% |
| YTD | +77.6% | +58.9% | +18.7% | +41.7% |
| 1Y | +188.9% | +68.5% | +120.4% | +122.0% |
| 3Y | +202.3% | +485.2% | -282.9% | +32.0% |
| All | +247.2% | +2,010.6% | -1,763.4% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling